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Grèpat, J


https://www.mathnet.ru/eng/person59280
List of publications on Google Scholar

Publications in Math-Net.Ru Citations
2021
1. J. Grépat, Yuri Kabanov, “On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs”, Finance Stoch., 25:1 (2021),  167–187  mathnet  mathscinet  isi  scopus 2

Presentations in Math-Net.Ru
1. Arbitrage theory under small transaction costs
J. Grèpat
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 2, 2010 16:40   

Organisations